Qualitätsmerkmale Market Making

Date Average Spread Last Best Bid Price Last Best Ask Price Last Best Bid Volume Last Best Ask Volume Average Buy Volume Average Sell Volume Average Buy Value Average Sell Value Spreads Availability Ratio Quote Availability
23.05.2024 30.20% 0.09 CHF 0.15 CHF 10'000 10'000 359'783 5'812 25'994 CHF 646 CHF 99.65% 99.65%
22.05.2024 23.38% 0.10 CHF 0.11 CHF 500'000 10'000 500'000 5'075 39'582 CHF 508 CHF 76.49% 76.49%
21.05.2024 102.90% 0.08 CHF 0.35 CHF 500'000 5'000 442'683 3'043 49'373 CHF 1'065 CHF 99.65% 99.65%
17.05.2024 95.87% 0.10 CHF 0.35 CHF 500'000 5'000 411'392 3'045 50'502 CHF 1'066 CHF 99.38% 99.38%
16.05.2024 90.16% 0.13 CHF 0.35 CHF 390'000 5'000 383'491 3'015 50'658 CHF 1'055 CHF 98.23% 98.23%
15.05.2024 103.05% 0.15 CHF 0.35 CHF 340'000 5'000 450'618 3'055 49'388 CHF 1'069 CHF 97.60% 97.60%
14.05.2024 75.61% 0.10 CHF 0.35 CHF 5'000 5'000 237'770 3'049 40'275 CHF 1'067 CHF 98.68% 98.68%
13.05.2024 52.01% 0.18 CHF 0.35 CHF 280'000 5'000 246'799 3'044 50'510 CHF 1'065 CHF 99.56% 99.56%
10.05.2024 59.72% 0.26 CHF 0.35 CHF 200'000 5'000 270'557 3'033 50'679 CHF 1'062 CHF 98.58% 98.58%
08.05.2024 56.97% 0.19 CHF 0.35 CHF 5'000 5'000 210'491 3'043 40'193 CHF 1'065 CHF 99.65% 99.65%

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